+13.2%
RRX vs WWD
+183.1%
-169.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | +12.6% | +8.2% | +4.5% | +7.7% |
| 30D | +10.6% | -0.2% | +10.7% | +11.1% |
| 3M | +4.6% | -8.4% | +13.1% | +10.4% |
| 6M | -13.6% | -9.5% | -4.1% | -8.7% |
| YTD | +29.4% | +10.1% | +19.3% | +23.3% |
| 1Y | +31.9% | +21.6% | +10.4% | +18.3% |
| 3Y | +68.3% | +149.6% | -81.3% | -0.7% |
| 5Y | +13.2% | +191.3% | -178.1% | -40.9% |
| All | +13.2% | +183.1% | -169.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling